A Simple Joint Model for Returns, Volatility and Volatility of Volatility

Journal of Econometrics, forthcoming

Elsevier

Ding, Y.

empirical

Spectral Distribution of the Sample Covariance of High-Dimensional Time Series With Unit Roots

Statistica Sinica, forthcoming

Institute of Statistical Science, Academia Sinica

Onatski, A. and Wang, C.

empirical

Gender and Collaboration

Review of Economics and Statistics, forthcoming

MIT Press Direct

Ductor, L., Goyal, S. and Prummer, A.

networks

Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis

Energy Economics

Science Direct

Kahn, M. E., Mohaddes, K., Ng, R. N. C., Pesaran, M. H., Raissi, M. and Yang, J-C.

transmission

A Simulation Study of How Religious Fundamentalism Takes Root

Journal of Economic Behavior and Organization

Elsevier

Fan, J., Friedman, D., Gair, J., Iyer, S., Redlicki, B. and Velu, C.

networks

A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model

Journal of International Money and Finance

Science Direct

Chudik, A., Mohaddes, K., Pesaran, M. H., Raissi, M. and Rebucci, A.

transmission

Social Distancing and Supply Disruptions in a Pandemic

Quantitative Economics, accepted

Wiley

Bodenstein, M., Corsetti G. and Guerrieri, L.

transmission

Waning Immunity and the Second Wave: Some Projections for SARS-CoV-2

American Economic Review: Insights

American Economic Association

Giannitsarou, C., Kissler, S. and Toxvaerd, F.M.O.

One Money, Many Markets - Monetary Transmission and Housing Financing in the Euro Area

Journal of the European Economic Association, accepted

Oxford Academic

Corsetti, G., Duarte, J. B. and Mann, S.

transmission